I should have made it more clear. My post was aimed only at goat modes. Not dealing with lockers etc, but you bring up good points. In the video, the driver went through all of the goat modes while in drive.At least for Ranger, you can change the trans-ECU settings while in drive, but if you want to engage/disengage lockers or convert drive wheels, you need to be in neutral.
So it's not always the same, depending on what you want to do. I would guess Bronco can change some of these while on the go if it's simply GOAT ecu changes without changing drive/gearing/lockers.